Search results

Then you should understand and adapt to the evolution of markets. Or die fighting them. Your call.

Quality Saturday morning reading.

Proof? Actually, I don't care. If you can't beat them, join them.

CL options (product code LC) are European if I remember correctly and typically traded electronically. American (LO) and Asian (AO) options are typically traded OTC via voice brokers or on the floor. To move size, participants still need to go to the floor.

For the pro side... http://www.futuresindustry.org/ptg/downloads/HFT_Trading.pdf http://venus.unive.it/luca.tiozzo/Summer_Paper.pdf http://finance.wharton.upenn.edu/department/Seminar/micro/Litzenberger_transient_vol5_2010.pdf...

livevol.com

PM me your IM.

For anyone in need of intraday currency prices, here's a file I recorded a few weeks ago. Screenshot: http://img27.imageshack.us/i/currencyopen.png/ File: http://www.mediafire.com/?14aow9re6h9bsgi Here are the pairs: GBP/USD /CHF /AUD /CAD /NZD /NOK /HKD /MXN /JPY MXN/JPY...

IB offers access to most of the pinks - most have markets made by Knight.

Tulane and Univ. of Houston both have mock floors and competitions sponsored by Nymex/CME I think.

Here's a sample of the currency TAQ data I've been pulling. Hopefully this screenshot works: http://img27.imageshack.us/i/currencyopen.png/ Recording begins on Jan 31, 16:59:39 CST 2011 and ends primarily at Feb 01 15:59:59 CST, with some residual after market effects trailing on for a...

Whoops, forgot pricing. Recordings are for a minimum duration of one week (or 5 day recording period). Per Unit Prices for the week Currency Pairs: $4/ea Stocks: $6/ea Options: $8/ea Futures: $10/ea For dynamic groups, like dual-listed shares or cross-listed futures coupled with...

Anyone need trade and quote data recorded on US or global equities, options, futures, bonds and currencies? I developed a TAQ data recording program for research and need help covering my data feed bills. The program records Level 1 bid/ask, bid/ask sizes, last price, and is available in...

Is it easily adaptable to custom data? Can you create comparisons between vol surfaces?

I can't get historical, but if you're looking for daily TAQ data (level 1 b/a, volume), I can record that for you. PM me if interested.

You'd imagine a "protrader" would already know them.

$1 bid

TY I've been in need of this too.

Pretty sure idealpro market participants are not interested in such small size. I bet you would get easier fills using at least 10k multiple.